+228.3%
MTSI vs APD
+15.4%
+212.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.8% |
| 7D | +29.1% | +2.2% | +26.9% | +27.9% |
| 30D | -20.4% | +9.4% | -29.8% | -23.6% |
| 3M | -20.9% | +4.7% | -25.6% | -22.7% |
| 6M | -32.3% | +5.5% | -37.7% | -34.4% |
| YTD | +43.5% | +31.4% | +12.1% | +23.1% |
| 1Y | +43.8% | +24.1% | +19.7% | +26.5% |
| 3Y | +218.8% | +28.8% | +190.0% | +168.5% |
| 5Y | +228.3% | +15.8% | +212.6% | +146.4% |
| All | +228.3% | +15.4% | +212.9% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling